Data Creation Method
Sample data
| Negative vocabulary |
|---|
| Plunge |
| Corruption |
| Contraction |
| Damage |
| Occupy |
| Destroy |
| Poor performance |
| Rejection |
| Unstable |
| Unfair |
| Uneconomical |
| Depressed |
| Non-fulfillment of obligations |
| Not as expected |
| Layoffs |
| Work stoppage |
| Malfeasance |
| High risk factor |
| Dysfunction |
| Empty |
References
- Fuwei Jiang, Joshua Lee, Xiumin Martin, and Guofu Zhou. “Manager Sentiment and Stock Returns” Journal of Financial Economics 132(1), 2019,126-149.
- Jiang Fuwei, Meng Lingchao, Tang Guohao: “Media Text Sentiment and Stock Return Forecasting”, Economics (Quarterly), Issue 04, 2021.
Data Update Frequency
Updated from time to time